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Flexible mean and dispersion function estimation in extended generalized additive models


Reference:

Gijbels, I. and Prosdocimi, I., 2012. Flexible mean and dispersion function estimation in extended generalized additive models. Communications in Statistics - Theory and Methods, 41 (16-17), pp. 3259-3277.

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Official URL:

http://10.1080/03610926.2012.654881

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Abstract

Real data may expose a larger (or smaller) variability than assumed in an exponential family modeling, the basis of Generalized linear models and additive models. To analyze such data, smooth estimation of the mean and the dispersion function has been introduced in extended generalized additive models using Psplines techniques. This methodology is further explored here by allowing for the modeling of some of the covariates parametrically and some nonparametrically. The main contribution in this article is a simulation study investigating the finite-sample performance of the P-spline estimation technique in these extended models, including comparisons with a standard generalized additive modeling approach, as well as with a hierarchical modeling approach.

Details

Item Type Articles
CreatorsGijbels, I.and Prosdocimi, I.
DOI10.1080/03610926.2012.654881
Related URLs
URLURL Type
http://www.scopus.com/inward/record.url?scp=84866006397&partnerID=8YFLogxKUNSPECIFIED
Uncontrolled Keywordsadditive modeling,dispersion function,double exponential family,mean function,nonparametric estimation,p-splines approximation
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code51331

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